+1,762.4%
WULF vs PHM
+4,223.5%
-2,461.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -4.0% |
| 7D | +15.6% | -3.9% | +19.4% | +16.0% |
| 30D | +5.7% | -8.6% | +14.3% | +6.6% |
| 3M | -32.3% | -2.9% | -29.4% | -32.3% |
| 6M | +23.7% | -5.7% | +29.4% | +24.1% |
| YTD | +49.1% | +1.9% | +47.2% | +48.5% |
| 1Y | +66.3% | -12.3% | +78.6% | +67.8% |
| 3Y | +851.7% | +50.8% | +800.9% | +821.4% |
| 5Y | -30.9% | +157.3% | -188.2% | -35.2% |
| 10Y | +86.9% | +566.5% | -479.6% | +70.4% |
| All | +1,762.4% | +4,223.5% | -2,461.1% | +1,320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling